+2,281.8%
NDAQ vs AME
+4,947.7%
-2,665.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.6% | +2.8% | -5.3% | -4.1% |
| 30D | +0.5% | -6.3% | +6.7% | +4.2% |
| 3M | +9.9% | +5.4% | +4.5% | +5.7% |
| 6M | +8.2% | +7.4% | +0.8% | +2.1% |
| YTD | -1.5% | +16.2% | -17.7% | -11.5% |
| 1Y | +1.3% | +26.8% | -25.5% | -14.0% |
| 3Y | +92.6% | +57.5% | +35.1% | +40.2% |
| 5Y | +53.8% | +84.8% | -31.0% | +0.7% |
| 10Y | +376.0% | +424.3% | -48.3% | +54.9% |
| All | +2,281.8% | +4,947.7% | -2,665.9% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling